Stochastic proof of the sharp symmetrized Talagrand inequality
Probability
2024-07-15 v1 Functional Analysis
Abstract
We give a new proof of the sharp symmetrized form of Talagrand's transport-entropy inequality. Compared to stochastic proofs of other Gaussian functional inequalities, the new idea here is a certain coupling induced by time-reversed martingale representations.
Keywords
Cite
@article{arxiv.2407.09465,
title = {Stochastic proof of the sharp symmetrized Talagrand inequality},
author = {Thomas A. Courtade and Max Fathi and Dan Mikulincer},
journal= {arXiv preprint arXiv:2407.09465},
year = {2024}
}